+432.7%
VLO vs CF
+116.3%
+316.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.7% |
| 7D | -9.5% | +4.8% | -14.3% | -11.4% |
| 30D | -19.1% | +9.7% | -28.8% | -22.3% |
| 3M | +11.4% | +1.2% | +10.1% | +10.0% |
| 6M | +46.7% | +7.4% | +39.4% | +40.7% |
| YTD | +118.6% | +60.5% | +58.1% | +76.0% |
| 1Y | +99.9% | +50.7% | +49.1% | +65.0% |
| 3Y | +210.5% | +64.8% | +145.7% | +140.2% |
| 5Y | +432.7% | +115.8% | +316.9% | +263.1% |
| All | +432.7% | +116.3% | +316.4% | +263.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling